clear
set matsize 11000
********************************************************************************
* Read-in panel data
use "./data/fomc_panel_b", clear

*drop US
drop if ccode==49

gen yield2y_2day_adv = yield2y_2day if advanced
gen yield2y_2day_eme = yield2y_2day if !advanced

gen yield10y_2day_adv = yield10y_2day if advanced
gen yield10y_2day_eme = yield10y_2day if !advanced

gen stk_2day_adv = stk_2day if advanced
gen stk_2day_eme = stk_2day if !advanced


graph dot (sd) yield2y_2day_adv yield2y_2day_eme, vertical over(Country_Code,label(angle(90))) nofill dots(mcolor(bg)) legend(label(1 "Advanced") label(2 "EME")) legend(position(0) bplacement(neast)) exclude0 saving(year2,replace) ytitle("2-year yield std. dev.")
*graph export "tables\stdev_2yrYield.pdf", replace	

graph dot (sd) yield10y_2day_adv yield10y_2day_eme, vertical over(Country_Code,label(angle(90))) nofill dots(mcolor(bg)) legend(off) legend(position(0) bplacement(neast)) exclude0 saving(year10,replace) ytitle("10-year yield std. dev.")
*graph export "tables\stdev_10yrYield.pdf", replace	

graph dot (sd) stk_2day_adv stk_2day_eme, vertical over(Country_Code,label(labsize(*0.8) angle(90))) nofill dots(mcolor(bg)) legend(off) legend(position(0) bplacement(neast)) exclude0 ylabel(0.5(0.5)4) saving(equity,replace) ytitle("Equity returns std. dev.")
*graph export "tables\stdev_EquityReturns.pdf", replace	

graph combine year2.gph equity.gph year10.gph, imargin(0 0 0 0)
graph save   tables\figA2.gph, replace






